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Variable Selection with Incomplete Covariate Data

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  • Gerda Claeskens
  • Fabrizio Consentino

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  • Gerda Claeskens & Fabrizio Consentino, 2008. "Variable Selection with Incomplete Covariate Data," Biometrics, The International Biometric Society, vol. 64(4), pages 1062-1069, December.
    • Handle: RePEc:bla:biomet:v:64:y:2008:i:4:p:1062-1069
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    File URL: http://hdl.handle.net/10.1111/j.1541-0420.2008.01003.x
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    References listed on IDEAS

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    1. Claeskens,Gerda & Hjort,Nils Lid, 2008. "Model Selection and Model Averaging," Cambridge Books, Cambridge University Press, number 9780521852258, October.
    2. Joseph G. Ibrahim & Ming-Hui Chen & Stuart R. Lipsitz, 1999. "Monte Carlo EM for Missing Covariates in Parametric Regression Models," Biometrics, The International Biometric Society, vol. 55(2), pages 591-596, June.
    3. J. G. Ibrahim & S. R. Lipsitz & M.‐H. Chen, 1999. "Missing covariates in generalized linear models when the missing data mechanism is non‐ignorable," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 173-190.
    4. Liu, C., 1995. "Missing Data Imputation Using the Multivariate t Distribution," Journal of Multivariate Analysis, Elsevier, vol. 53(1), pages 139-158, April.
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    Citations

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    Cited by:

    1. Jiang, Wei & Josse, Julie & Lavielle, Marc, 2020. "Logistic regression with missing covariates—Parameter estimation, model selection and prediction within a joint-modeling framework," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
    2. Schomaker, Michael & Heumann, Christian, 2014. "Model selection and model averaging after multiple imputation," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 758-770.
    3. Adriano Zanin Zambom & Gregory J. Matthews, 2021. "Sure independence screening in the presence of missing data," Statistical Papers, Springer, vol. 62(2), pages 817-845, April.
    4. Jiming Jiang & Thuan Nguyen & J. Sunil Rao, 2015. "The E-MS Algorithm: Model Selection With Incomplete Data," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 110(511), pages 1136-1147, September.
    5. Joseph G. Ibrahim & Hongtu Zhu & Ramon I. Garcia & Ruixin Guo, 2011. "Fixed and Random Effects Selection in Mixed Effects Models," Biometrics, The International Biometric Society, vol. 67(2), pages 495-503, June.
    6. Joseph Ibrahim & Geert Molenberghs, 2009. "Rejoinder on: Missing data methods in longitudinal studies: a review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 68-75, May.
    7. Zhongqi Liang & Qihua Wang & Yuting Wei, 2022. "Robust model selection with covariables missing at random," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 74(3), pages 539-557, June.
    8. M. Ugarte, 2009. "Comments on: Missing data methods in longitudinal studies: a review," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 44-46, May.
    9. Zhimeng Sun & Zhi Su & Jingyi Ma, 2014. "Focused vector information criterion model selection and model averaging regression with missing response," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(3), pages 415-432, April.
    10. Chen, Xue-Dong & Fu, Ying-Zi, 2011. "Model selection for zero-inflated regression with missing covariates," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 765-773, January.
    11. Mitra Robin & Dunson David, 2010. "Two-Level Stochastic Search Variable Selection in GLMs with Missing Predictors," The International Journal of Biostatistics, De Gruyter, vol. 6(1), pages 1-40, October.
    12. Dirick, Lore & Claeskens, Gerda & Baesens, Bart, 2015. "An Akaike information criterion for multiple event mixture cure models," European Journal of Operational Research, Elsevier, vol. 241(2), pages 449-457.
    13. Keiji Takai & Kenichi Hayashi, 2023. "Model Selection with Missing Data Embedded in Missing-at-Random Data," Stats, MDPI, vol. 6(2), pages 1-11, April.
    14. Nitzan Cohen & Yakir Berchenko, 2021. "Normalized Information Criteria and Model Selection in the Presence of Missing Data," Mathematics, MDPI, vol. 9(19), pages 1-23, October.
    15. Schomaker, Michael & Wan, Alan T.K. & Heumann, Christian, 2010. "Frequentist Model Averaging with missing observations," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3336-3347, December.
    16. Hidetoshi Shimodaira & Haruyoshi Maeda, 2018. "An information criterion for model selection with missing data via complete-data divergence," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(2), pages 421-438, April.

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